Index
Constraints
DPM Mapboemd_tMR.01.02.01.03 - Market risk sensitivities data item - Section 2 - Use base balance sheet and please provide the impact without any further change in TMTP
| Assets | BEL | Risk margin | TMTP pre cap | TMTP post cap | Other liabilities | Total liabilities | Excess of assets over liabilities | Adjustment to Own Funds | Own Funds after TMTP | SCR | Capital surplus | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | ||
| Valuation date | R0070 | ||||||||||||
| 25% equity fall | R0080 | ||||||||||||
| 25% property fall | R0090 | ||||||||||||
| 100 bps rise in interest rate (parallel shift) | R0100 | ||||||||||||
| 100 bps fall in interest rate (parallel shift) | R0110 | ||||||||||||
| 50 bps change in GSS (government bond yield rise) | R0120 | ||||||||||||
| 100 bps widening of credit spreads | R0130 | ||||||||||||
| 20% of assets downgrading | R0140 | ||||||||||||
| 50 bps rise in inflation | R0150 | ||||||||||||
| 25% fall in GBP exchange rates | R0160 | ||||||||||||